This paper presents an overview of the multifrontal method for the solution of large sparse symmetric positive definite linear systems. The method is formulated in terms of frontal matrices, update ...

I'm getting ready to start working on a C/C++ project that will be building and solving large tri-diagonal, block tri-diagonal and triangular matrices. I know there are a lot of libraries available ...

We suggest a method for estimating a covariance matrix on the basis of a sample of vectors drawn from a multivariate normal distribution. In particular, we penalize the likelihood with a lasso penalty ...

Sparse matrix computations are pivotal to advancing high-performance scientific applications, particularly as modern numerical simulations and data analyses demand efficient management of large, ...